Risk assessment of major shadow banking entities
| Thesis title in Czech: | Posouzení rizik důležitých aktérů stínového bankovnictví |
|---|---|
| Thesis title in English: | Risk assessment of major shadow banking entities |
| Key words: | Tieňové bankovníctvo, risk, posudok, kríza, regulácia |
| English key words: | Shadow banking, risk, assessment, crisis, regulation |
| Academic year of topic announcement: | 2013/2014 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | angličtina |
| Department: | Institute of Economic Studies (23-IES) |
| Supervisor: | prof. Ing. Oldřich Dědek, CSc. |
| Author: | hidden - assigned by the advisor |
| Date of registration: | 04.06.2014 |
| Date of assignment: | 04.06.2014 |
| Date and time of defence: | 18.09.2017 00:00 |
| Venue of defence: | IES |
| Date of electronic submission: | 31.07.2017 |
| Date of proceeded defence: | 18.09.2017 |
| Opponents: | Laure de Batz de Trenquelléon, M.Sc., Ph.D. |
| URKUND check: | |
| References |
| GRILLET-AUBERT, Laurent, et al. Assessing shadow banking–non-bank financial intermediation in Europe. ESRB Report, 2016, 10.
ESRB, European Systemic Risk Board. EU Shadow Banking Monitor. ESRB Report, 2016, 1. SCHWARCZ, Steven L. Regulating Shadow Banking: Inaugural Address for the Inaugural Symposium of the Review of Banking and Financial Law, Shadow Banking Symposium. Journal of Review of Banking and Financial Law, 2012, 31. GORTON, Gary; METRICK, Andrew. Regulating the shadow banking system. Brookings papers on economic activity, 2010, 2010.2: 261-297. |
| Preliminary scope of work in English |
| In my thesis I intend to cover several problems connected to shadow banking.
First I will introduce several definitions of shadow banking (as there are currently more and consensus has not been reached so far) and reason which one is the most fitting for the purpose of regulation. In the second stage I will describe the difference between features that are positive (those that actually bring some efficiency to the financial markets) and negative (harmful features that pose threat to systemic stability). During the final stage I will introduce the major shadow banking entities, and conduct their risk assement. I will end my thesis with general conclusion on the conducted risk assessment and its implication for regulation. Outline: 1.0 Literature review 2.0 Definitions of shadow banking 3.0 Positive and negative features 4.0 Shadow banking mapping 5.0 Shadow banking activities 6.0 Funds 7.0 Financial corporations engaged in lending Sources: GRILLET-AUBERT, Laurent, et al. Assessing shadow banking–non-bank financial intermediation in Europe. ESRB Report, 2016, 10. ESRB, European Systemic Risk Board. EU Shadow Banking Monitor. ESRB Report, 2016, 1. SCHWARCZ, Steven L. Regulating Shadow Banking: Inaugural Address for the Inaugural Symposium of the Review of Banking and Financial Law, Shadow Banking Symposium. Journal of Review of Banking and Financial Law, 2012, 31. GORTON, Gary; METRICK, Andrew. Regulating the shadow banking system. Brookings papers on economic activity, 2010, 2010.2: 261-297. |